+298.3%
COP vs URA
+307.1%
-8.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.5% | -3.3% |
| 7D | -8.4% | +4.3% | -12.7% | -9.8% |
| 30D | +0.3% | -11.7% | +12.0% | +3.8% |
| 3M | +15.1% | -23.5% | +38.6% | +23.7% |
| 6M | +19.8% | -37.8% | +57.5% | +35.8% |
| YTD | +46.8% | -19.6% | +66.5% | +46.4% |
| 1Y | +59.7% | -24.8% | +84.5% | +62.2% |
| 3Y | +28.7% | +47.0% | -18.3% | -11.1% |
| 5Y | +110.7% | +35.4% | +75.3% | +44.2% |
| 10Y | +298.3% | +302.3% | -4.0% | +40.8% |
| All | +298.3% | +307.1% | -8.8% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling